There are no records held in Scotland of emigrants at that time. You are much more likely to obtain a passenger list at the port of arrival.
There was an Archibald McMillan born in the parish of Killean & Kilchenzie (which is in the Kintyre part of Argyll), to Hugh McMillan and Peggy Galbreath. Peggy is a commonly-used contraction of Margaret. Hugh and Peggy had married in Killean & Kilchenzie on the 7th June 1832.